The high-frequency trading arms race : frequent batch auctions as a market design response
Year of publication: |
November 2015
|
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Authors: | Budish, Eric B. ; Cramton, Peter C. ; Shim, John |
Published in: |
The quarterly journal of economics. - Oxford : Univ. Press, ISSN 0033-5533, ZDB-ID 3137-9. - Vol. 130.2015, 4, p. 1547-1621
|
Subject: | Elektronisches Handelssystem | Electronic trading | Auktionstheorie | Auction theory | Mechanismus-Design-Theorie | Mechanism design | Finanzmarktregulierung | Financial market regulation | Rent-Seeking | Rent seeking | Theorie | Theory |
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